+176.9%
B vs PENG
+735.0%
-558.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.3% |
| 7D | -6.2% | +34.6% | -40.8% | -8.8% |
| 30D | -6.6% | -35.9% | +29.3% | -3.6% |
| 3M | -7.9% | -14.7% | +6.8% | -7.8% |
| 6M | -16.8% | +13.5% | -30.3% | -20.1% |
| YTD | -11.7% | +156.1% | -167.8% | -21.7% |
| 1Y | +3.5% | +141.3% | -137.8% | -7.9% |
| 3Y | +165.7% | +223.4% | -57.7% | +126.0% |
| 5Y | +108.4% | +67.4% | +41.0% | +79.7% |
| All | +176.9% | +735.0% | -558.1% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling